RidgeFusedQDA-class: Class '"RidgeFusedQDA"'

In RidgeFusion: R Package for Ridge Fusion in Statistical Learning

Description

A class for implementing quadratic discriminant analysis with joint precision matrix estimation using ridge fusion

Usage

RidgeFusedQDA(...)
predict.RidgeFusedQDA(object,newdata,class=TRUE,...)

Arguments

...	Optional Arguments
object	An object of RidgeFusedQDA
newdata	data to be predicted
class	if TRUE then predicted classes are returned if false QDA scores are returned

Objects from the Class

Objects can be created by calls of the form RidgeFusedQDA(...).

Slots

Omega:

Object of class "list" ~~

Means:

Object of class "list" ~~

Pi:

Object of class "vector" ~~

lambda1:

Object of class "numeric" ~~

lambda2:

Object of class "numeric" ~~

Methods

predict

signature(object = "RidgeFusedQDA"): ...

print

signature(x = "RidgeFusedQDA"): ...

Author(s)

Brad Price

Examples

showClass("RidgeFusedQDA")
## Creating a toy example with 5 variables
library(mvtnorm)
set.seed(526)
p=5
    Sig1=matrix(0,p,p)
	for(j in 1:p){
		for(i in j:p){          
            Sig1[j,i]=.7^abs(i-j)
            Sig1[i,j]=Sig1[j,i]
            
		}
	}
Sig2=diag(c(rep(2,p-5),rep(1,5)),p,p)
X1=rmvnorm(100,rep(2*log(p)/p,p),Sig1)
Y=rmvnorm(100,,Sig2)
Z=list(X1,Y)
A2=FusedQDA(Z,10,10,scale=TRUE)
names(A2)
Class=predict(A2,X1,class=TRUE)
Score=predict(A2,X1,class=FALSE)

RidgeFusion documentation built on May 1, 2019, 8:03 p.m.